Concepedia

Frederic Udina

FU

10

Publications

566

Citations

10

H-Index

1997

Active since

Affiliations

Universitat Pompeu Fabra(Current)

Barcelona School of Economics

McGill University

Frederic Udina is an author at Universitat Pompeu Fabra specializing in engineering, management, and statistics.

Top concepts

EngineeringManagementStatisticsStatistical InferenceData ScienceFinanceAsset PricingBiostatisticsPortfolio OptimizationDesign

Publications per year

1997–2022

10

Publications

10

NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES

László Györfi, Gábor Lugosi, Frederic Udina · Mathematical Finance · 2006 · 150 citations

Empirical Finance, Economics, Portfolio Optimization +12

Nonparametric nearest neighbor based empirical portfolio selection strategies

László Györfi, Frederic Udina, Harro Walk · Statistics & Decisions · 2008 · 96 citations

Mathematical Programming, Portfolio Optimization, Engineering +13

Universal smoothing factor selection in density estimation: theory and practice

Duc Devroye, Jan Beirlant, Ricardo Cao et al. · Test · 1997 · 82 citations

Parameter Estimation, Density Estimation, Engineering +5

High-Dimensional Random Geometric Graphs and their Clique Number

Luc Devroye, András György, Gábor Lugosi et al. · Electronic Journal of Probability · 2011 · 56 citations · Full text

Environmental versus Human-Induced Scarcity in the Commons: Do They Trigger the Same Response?

Nuria Osés‐Eraso, Frederic Udina, Montserrat Viladrich-Grau · Environmental and Resource Economics · 2007 · 54 citations

Engineering, Environmental Behavior, Environmental Impact Assessment +6

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